Anic Equity

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Total return since start: 0.458 %

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Equity now: -----------------------------> 44549.67 Kr

Max Equity ever reached: ------------> 44878.73 Kr

Portfolio value: --------------------------> 11579.0 Kr

PnL: ---------------------------------------> 1480.0 Kr

DD now: ---------------------------------> -0.733 %

Max portfolio DD since start: ----> -13.025 %

Anic Portfolio

Today

Return: 0.0 %

This Week

Return: -0.205 %

Anic Portfolio

Total

Return: 45.844 %

Benchmark comparison TODAY

OMXS30
DJUS
NDX
DAX
W1IDU

Benchmark comparison

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return

Anic Portfolio Holdings

	volume	value	profit	profitPercent	acquiredValue
name
Ferronordic	274	10001.0	1404.0	16.33	8596.999888
TF Bank	10	1578.0	76.0	5.06	1502.000000
TOTAL		11579.0	1480.0	-0.73322%	10098.999888

Updated:

'2022-11-08 12:08:32.698650'

None

Last optimization/rebalancing:

'2022-11-08'

Next optimization/rebalancing:

'2022-12-18'

In or Out of market? In if Signal > -10, else out of market!

Walk forward test results - depending on starting day

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %.

Walk forward test results - Distribution of maximal drawdowns

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.